PBP Options History — September 2021 In September 2021, PBP traded between $22.86 and $23.41. ATM implied volatility averaged 30.9%, placing in the 9.6% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 24.9% (HV 20d: 5.9%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 1 of 21 days.
Notable Days 2021-09-03 : Highest Volume — 2 contracts2021-09-13 : Largest IV spike — 141.8% change2021-09-30 : Highest IV Rank — 20.1%2021-09-30 : Largest Expected Move — 13.9%Monthly Statistics Metric Avg Min Max Open Close Price $23.24 $22.86 $23.41 $23.33 $22.93 ATM IV 30.9% 10.7% 48.5% 32.8% 48.5% Expected Move 8.3% 3.1% 13.9% 9.4% 13.9% HV 20d 5.9% 3.7% 9.6% 3.9% 9.6% HV 60d 16.2% 15.5% 17.0% 17.0% 15.9% IV Rank 9.6% 0.0% 20.1% 7.9% 20.1% IV Percentile 13.6% 0.0% 24.2% 15.7% 24.2% Term Structure -8.7% -18.7% 4.0% -10.8% -18.7% Skew 25d 3.6% -17.5% 24.0% 10.7% 0.1% Skew 10d 10.1% 1.0% 20.6% 12.1% 1.4% Call IV 25d 27.2% 14.4% 42.0% 31.7% 40.0% Put IV 25d 30.8% 15.5% 58.9% 42.4% 40.1% Bid-Ask Spread % 139.26 129.14 152.34 152.34 150.60 Gamma HHI 0.50 0.50 0.50 0.50 0.50 Net GEX -112 -159 0 0 -113 Net DEX 2.2K 0 2.8K 0 2.7K Net VEX -10 -12 0 0 -12 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.095 0 2 0 0 Total OI 1.619 0 2 0 2
Daily Data (21 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2021-09-01 $23.33 $0.00 32.8% 9.4% 3.9% 7.9% 0.0% 10.7% -10.8% 0 0 0 0.00 152.34 N/A N/A 0 0 0 0 2021-09-02 $23.32 $0.00 29.1% 5.4% 3.9% 5.8% 0.0% 1.5% -6.2% 0 0 0 0.00 137.57 N/A N/A 0 0 0 0 2021-09-03 $23.35 $0.00 35.0% 6.5% 3.7% 9.1% 0.0% 4.3% -4.5% 0 0 0 0.00 138.41 N/A N/A 0 2 0 0 2021-09-07 $23.34 $0.00 41.4% 6.8% 3.8% 12.7% 0.0% 2.5% -6.1% 0 0 0 0.00 139.21 N/A N/A 0 0 0 0 2021-09-08 $23.31 $0.00 21.6% 6.2% 3.8% 1.6% 0.0% -3.0% -6.0% -155 2.7K -12 0.00 137.89 N/A N/A 0 0 0 2 2021-09-09 $23.36 $0.00 21.4% 6.1% 3.9% 1.2% 0.0% 4.7% -5.2% -159 2.7K -12 0.00 133.32 N/A N/A 0 0 0 2 2021-09-10 $23.29 $0.00 10.7% 3.1% 4.1% 0.0% 0.0% 1.2% -1.5% -155 2.7K -12 0.00 129.44 N/A N/A 0 0 0 2 2021-09-13 $23.32 $0.00 25.9% 7.4% 3.9% 8.1% 0.0% 2.8% -6.4% -136 2.6K -12 0.00 139.18 N/A N/A 0 0 0 2 2021-09-14 $23.29 $0.00 26.4% 7.6% 3.8% 8.3% 0.0% 2.8% -7.7% -146 2.7K -12 0.00 140.15 N/A N/A 0 0 0 2 2021-09-15 $23.38 $0.00 23.9% 6.8% 3.9% 7.0% 0.0% 3.0% -8.7% -151 2.7K -12 0.00 131.63 N/A N/A 0 0 0 2 2021-09-16 $23.41 $0.00 18.4% 5.3% 3.9% 4.1% 0.0% -4.5% 4.0% -148 2.6K -12 0.00 129.14 N/A N/A 0 0 0 2 2021-09-17 $23.27 $0.00 27.3% 7.8% 4.6% 8.8% 0.0% 11.2% -6.6% -139 2.7K -12 0.00 141.21 N/A N/A 0 0 0 2 2021-09-20 $22.86 $0.00 28.7% 8.2% 7.8% 9.5% 0.0% 7.5% -7.4% -127 2.8K -11 0.00 138.89 N/A N/A 0 0 0 2 2021-09-21 $23.01 $0.00 36.7% 10.5% 7.7% 13.8% 0.0% 11.1% -14.4% -117 2.7K -12 0.00 146.27 N/A N/A 0 0 0 2 2021-09-22 $23.13 $0.00 29.7% 8.5% 7.9% 10.1% 0.0% 10.5% -8.4% -132 2.7K -12 0.00 141.64 N/A N/A 0 0 0 2 2021-09-23 $23.30 $0.00 30.2% 8.7% 8.4% 10.4% 0.0% 2.5% -8.9% -149 2.7K -12 0.00 140.95 N/A N/A 0 0 0 2 2021-09-24 $23.35 $0.00 30.9% 8.8% 8.4% 10.7% 0.0% 11.5% -9.2% -138 2.6K -12 0.00 140.35 N/A N/A 0 0 0 2 2021-09-27 $23.31 $0.00 45.6% 13.1% 8.4% 18.5% 0.0% 24.0% -17.1% -129 2.6K -12 0.00 135.55 N/A N/A 0 0 0 2 2021-09-28 $23.05 $0.00 46.7% 13.4% 9.3% 19.1% 0.0% -17.5% -16.7% -140 2.8K -12 0.00 142.42 N/A N/A 0 0 0 2 2021-09-29 $23.10 $0.00 37.0% 10.6% 9.3% 14.0% 0.0% -10.7% -16.9% -125 2.7K -12 0.00 138.37 N/A N/A 0 0 0 2 2021-09-30 $22.93 $0.00 48.5% 13.9% 9.6% 20.1% 0.0% 0.1% -18.7% -113 2.7K -12 0.00 150.60 N/A N/A 0 0 0 2
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